+572.5%
SNPS vs GDDY
+207.2%
+365.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | +0.9% | -3.2% | +4.1% | +2.1% |
| 30D | -3.6% | +6.8% | -10.4% | -7.1% |
| 3M | -12.9% | +30.5% | -43.4% | -25.6% |
| 6M | -8.2% | +13.3% | -21.5% | -17.0% |
| YTD | -15.4% | -21.0% | +5.6% | -10.3% |
| 1Y | -9.3% | -34.0% | +24.7% | +4.9% |
| 3Y | -14.0% | +33.1% | -47.0% | -29.9% |
| 5Y | +19.5% | +30.3% | -10.8% | -3.1% |
| All | +572.5% | +207.2% | +365.3% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling